+276.4%
GME vs WWD
+490.2%
-213.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | +6.0% | -2.9% | +8.9% | +6.8% |
| 30D | +8.3% | -6.6% | +14.9% | +10.1% |
| 3M | -9.1% | -9.3% | +0.3% | -7.3% |
| 6M | -16.3% | -13.6% | -2.7% | -14.1% |
| YTD | +1.5% | +10.4% | -8.8% | -3.0% |
| 1Y | -16.3% | +39.9% | -56.2% | -25.6% |
| 3Y | +15.1% | +165.0% | -149.9% | -17.3% |
| 5Y | -57.2% | +183.8% | -241.0% | -70.3% |
| All | +276.4% | +490.2% | -213.8% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling